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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bio (BIO) - NYSE Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 1.9
Avg Daily Volume: 186,789    Market Cap: 9.30B
Sector: Healthcare    Short Interest: 2.87
Live Interactive Chart
Days to Next Earnings: 18 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Feb. 16, 2023 AC 1.9 $455.91 @$460.00 $39.65
($455.91)
8.62% 7.23% I 5.99% I $483.23 $41.60
( $483.23 )
4.92%
July 28, 2022 AC 2.1 $559.86 @$560.00 $50.15
($559.86)
8.96% 1.79% I 0.6% I $563.26 $36.05
( $563.26 )
-28.12%
April 28, 2022 AC 2.3 $513.11 @$510.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 10, 2022 AC 2.3 $625.17 @$630.00
Oct. 28, 2021 AC 2.5 $788.82 @$790.00
July 29, 2021 AC 2.7 $707.13 @$710.00
April 29, 2021 AC 2.9 $640.73 @$640.00
Feb. 11, 2021 AC 3.2 $643.81 @$640.00
Oct. 29, 2020 AC 3.4 $568.03 @$570.00
July 30, 2020 AC 3.6 $535.60 @$540.00

 
 
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